Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 118,872 | 118,872 | 112,680 CHF | 113,870 CHF | 100.00% | 100.00% |
19/11/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 120,000 | 120,000 | 118,861 | 118,861 | 103,449 CHF | 104,639 CHF | 98.92% | 98.92% |
18/11/2024 | 1.05% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 118,872 | 118,872 | 113,823 CHF | 115,013 CHF | 100.00% | 100.00% |
15/11/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 116,286 CHF | 117,486 CHF | 72.18% | 72.18% |
14/11/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 120,000 | 120,000 | 118,871 | 118,871 | 114,723 CHF | 115,913 CHF | 100.00% | 100.00% |
13/11/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 120,000 | 120,000 | 118,864 | 118,864 | 112,816 CHF | 114,006 CHF | 99.28% | 99.28% |
12/11/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 120,000 | 120,000 | 118,881 | 118,871 | 117,646 CHF | 118,826 CHF | 100.00% | 100.00% |
11/11/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 120,000 | 120,000 | 118,876 | 118,876 | 124,576 CHF | 125,766 CHF | 100.00% | 100.00% |
08/11/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 120,000 | 120,000 | 118,876 | 118,876 | 123,038 CHF | 124,228 CHF | 100.00% | 100.00% |
07/11/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 120,000 | 120,000 | 118,877 | 118,877 | 127,620 CHF | 128,810 CHF | 100.00% | 100.00% |